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Type 'q()' to quit R. > y <- c(27,25,20,19,19,17,12,13,13,11,4,8,1,5,4,3,4,2,8,-2,1,0,1,7,1,0,-3,0,3,1,3,2,6,2,3,9,12,8,7,9,11,13,9,9,13,14,16,20,19,18,18,19,16,10,11,17,3,14,15,17,20,19,21,17,15,18,19,16,21,26,23,24,23,19,25,21,19,20,20,17,25,19,13,15,15,13,11,9,2,-2,-4,-2) > x <- c(25,27,25,23,24,24,26,25,24,24,22,22,22,27,24,24,22,23,25,23,21,21,22,20,22,22,20,21,20,21,21,21,19,21,21,22,19,24,22,22,22,24,22,23,24,21,20,22,23,23,22,20,21,21,20,20,17,18,19,19,20,21,20,21,19,22,20,18,16,17,18,19,18,20,21,18,19,19,19,21,19,19,17,16,16,17,16,15,16,16,16,18) > par20 = '' > par19 = '' > par18 = '' > par17 = '' > par16 = '' > par15 = '' > par14 = '' > par13 = '' > par12 = '' > par11 = '' > par10 = '' > par9 = '' > par8 = '' > par7 = '0' > par6 = '1' > par5 = '1' > par4 = '12' > par3 = '0' > par2 = '1' > par1 = '1' > ylab = '' > xlab = '' > main = '' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: Wessa P., (2008), Cross Correlation Function (v1.0.6) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_cross.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > par1 <- as.numeric(par1) > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > par6 <- as.numeric(par6) > par7 <- as.numeric(par7) > if (par1 == 0) { + x <- log(x) + } else { + x <- (x ^ par1 - 1) / par1 + } > if (par5 == 0) { + y <- log(y) + } else { + y <- (y ^ par5 - 1) / par5 + } > if (par2 > 0) x <- diff(x,lag=1,difference=par2) > if (par6 > 0) y <- diff(y,lag=1,difference=par6) > if (par3 > 0) x <- diff(x,lag=par4,difference=par3) > if (par7 > 0) y <- diff(y,lag=par4,difference=par7) > x [1] 2 -2 -2 1 0 2 -1 -1 0 -2 0 0 5 -3 0 -2 1 2 -2 -2 0 1 -2 2 0 [26] -2 1 -1 1 0 0 -2 2 0 1 -3 5 -2 0 0 2 -2 1 1 -3 -1 2 1 0 -1 [51] -2 1 0 -1 0 -3 1 1 0 1 1 -1 1 -2 3 -2 -2 -2 1 1 1 -1 2 1 -3 [76] 1 0 0 2 -2 0 -2 -1 0 1 -1 -1 1 0 0 2 > y [1] -2 -5 -1 0 -2 -5 1 0 -2 -7 4 -7 4 -1 -1 1 -2 6 -10 [20] 3 -1 1 6 -6 -1 -3 3 3 -2 2 -1 4 -4 1 6 3 -4 -1 [39] 2 2 2 -4 0 4 1 2 4 -1 -1 0 1 -3 -6 1 6 -14 11 [58] 1 2 3 -1 2 -4 -2 3 1 -3 5 5 -3 1 -1 -4 6 -4 -2 [77] 1 0 -3 8 -6 -6 2 0 -2 -2 -2 -7 -4 -2 2 > postscript(file="/var/www/html/rcomp/tmp/1uqr61229612820.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > (r <- ccf(x,y,main='Cross Correlation Function',ylab='CCF',xlab='Lag (k)')) Autocorrelations of series 'X', by lag -16 -15 -14 -13 -12 -11 -10 -9 -8 -7 -6 -0.099 -0.136 0.188 -0.126 -0.118 0.022 0.177 -0.095 -0.065 0.178 -0.091 -5 -4 -3 -2 -1 0 1 2 3 4 5 0.105 -0.095 0.076 -0.058 -0.040 0.110 -0.027 0.103 -0.093 0.008 0.074 6 7 8 9 10 11 12 13 14 15 16 -0.041 -0.092 0.124 -0.121 -0.062 0.078 -0.019 0.004 0.148 -0.127 0.032 > dev.off() null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Cross Correlation Function',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'Value',header=TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Box-Cox transformation parameter (lambda) of X series',header=TRUE) > a<-table.element(a,par1) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Degree of non-seasonal differencing (d) of X series',header=TRUE) > a<-table.element(a,par2) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Degree of seasonal differencing (D) of X series',header=TRUE) > a<-table.element(a,par3) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Seasonal Period (s)',header=TRUE) > a<-table.element(a,par4) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Box-Cox transformation parameter (lambda) of Y series',header=TRUE) > a<-table.element(a,par5) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Degree of non-seasonal differencing (d) of Y series',header=TRUE) > a<-table.element(a,par6) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Degree of seasonal differencing (D) of Y series',header=TRUE) > a<-table.element(a,par7) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'k',header=TRUE) > a<-table.element(a,'rho(Y[t],X[t+k])',header=TRUE) > a<-table.row.end(a) > mylength <- length(r$acf) > myhalf <- floor((mylength-1)/2) > for (i in 1:mylength) { + a<-table.row.start(a) + a<-table.element(a,i-myhalf-1,header=TRUE) + a<-table.element(a,r$acf[i]) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/2q4ys1229612821.tab") > > system("convert tmp/1uqr61229612820.ps tmp/1uqr61229612820.png") > > > proc.time() user system elapsed 1.406 0.487 1.475